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Contagion effects of the U.S subprime crisis GCC stock markets

The Objectives of this study are twofold: first, it is to investigate whether contagion effect of U.S sub-prime crisis present among Gulf Cooperation Council (GCC) stock market; second, it is to evaluate the impact of U.S sub-prime crisis on the long-run and short-run dynamic relationships between...

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Main Author: Hamid, Zarinah
Format: Monograph
Language:English
Published: s.n 2012
Subjects:
HB Economic Theory
HF5469 Markets. Fairs
Online Access:http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf
http://irep.iium.edu.my/36070/
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spelling my.iium.irep.360702015-05-13T08:14:11Z http://irep.iium.edu.my/36070/ Contagion effects of the U.S subprime crisis GCC stock markets Hamid, Zarinah HB Economic Theory HF5469 Markets. Fairs The Objectives of this study are twofold: first, it is to investigate whether contagion effect of U.S sub-prime crisis present among Gulf Cooperation Council (GCC) stock market; second, it is to evaluate the impact of U.S sub-prime crisis on the long-run and short-run dynamic relationships between GCC stock markets and leading conventional and Islamic stock market around the globe, over the period from July 5, 2004 to August 14, 2010. Tests based on correlation coefficients indicate that contagion from the US sub-prime crisis occurred in Saudi Arabia, Abu Dhabi, and Qatar s.n 2012-10-29 Monograph REM application/pdf en http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf Hamid, Zarinah (2012) Contagion effects of the U.S subprime crisis GCC stock markets. Research Report. s.n, Kuala Lumpur. (Unpublished) EDW A12-617-1408
institution Universiti Islam Antarabangsa Malaysia
building IIUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider International Islamic University Malaysia
content_source IIUM Repository (IREP)
url_provider http://irep.iium.edu.my/
language English
topic HB Economic Theory
HF5469 Markets. Fairs
spellingShingle HB Economic Theory
HF5469 Markets. Fairs
Hamid, Zarinah
Contagion effects of the U.S subprime crisis GCC stock markets
description The Objectives of this study are twofold: first, it is to investigate whether contagion effect of U.S sub-prime crisis present among Gulf Cooperation Council (GCC) stock market; second, it is to evaluate the impact of U.S sub-prime crisis on the long-run and short-run dynamic relationships between GCC stock markets and leading conventional and Islamic stock market around the globe, over the period from July 5, 2004 to August 14, 2010. Tests based on correlation coefficients indicate that contagion from the US sub-prime crisis occurred in Saudi Arabia, Abu Dhabi, and Qatar
format Monograph
author Hamid, Zarinah
author_facet Hamid, Zarinah
author_sort Hamid, Zarinah
title Contagion effects of the U.S subprime crisis GCC stock markets
title_short Contagion effects of the U.S subprime crisis GCC stock markets
title_full Contagion effects of the U.S subprime crisis GCC stock markets
title_fullStr Contagion effects of the U.S subprime crisis GCC stock markets
title_full_unstemmed Contagion effects of the U.S subprime crisis GCC stock markets
title_sort contagion effects of the u.s subprime crisis gcc stock markets
publisher s.n
publishDate 2012
url http://irep.iium.edu.my/36070/1/EDW_A12-617-1408.pdf
http://irep.iium.edu.my/36070/
_version_ 1643610909985210368
score 13.211869

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